The Risk Division is a highly visible, dynamic area of the firm where you can be an integral part of the decision-making that supports the bank’s business.
Our responsibilities range from Enterprise Risk management to risk and finance reporting, and regional risk teams covering the risk management for our entities.
The Risk division's long-term success depends on our ability to achieve our vision and fulfil our mandate. Ultimately, this depends on the skills, experience and engagement of our employees.
We offer a collaborative and entrepreneurial environment that offers direct contact with senior management and encourages leadership at all levels.
The Quantitative Strategies Group at Credit Suisse is a modelling, analytics and trading risk group, whose mandate is to work as an integrated part of the trading teams to develop quantitative and technological solutions to solve complex business problems.
The group develops and maintains a variety of quantitative analytics, including : pricing models; risk analytics; trader tools for risk management, hedging, and relative value;
tools and techniques to optimize trading decisions across portfolio risks and capital.
A department that values Diversity and Inclusion (D&I) and is committed to realizing the firm’s D&I ambition that is an integral part of our global Conduct and Ethics Standards.
The Quantitative Strategies group is looking for a modeler to work within the Credit Portfolio Modelling team in Zurich on Credit Economic Risk Capital.
Key responsibilities include :
Identification and definition of product-specific risk characteristics (trading book assets, retail and wholesale loans, OTC derivatives, etc.).
Mathematical design, calibration, prototyping and production implementation of credit portfolio models.
Statistical analysis of internal and external data covering a wide range of credit risk types, including retail and wholesale lending, counterparty and traded credit risk.
Regular interaction with a wide range of business partners across the Bank, particularly from Market, Credit and Enterprise Risk Management, Front Office, Model Risk Management, Reporting, IT and Regulatory Coordination
Strong quantitative modelling skills and understanding of risk modelling in credit risk, credit business and / or financial markets in general.
Advanced technical degree (PhD or Master’s degree e.g. in mathematics, physics or engineering), ideally with a strong curriculum in statistics / econometrics, quantitative finance or computer science.
n Programming experience, particularly in statistical languages such as R, as well as in C++ and / or C#.
Some relevant work or academic experience in credit risk modelling, possibly in credit portfolio / economic capital modelling or counterparty exposure modelling, alternatively AIRB or provisioning models.
Results-oriented individual with the ability to work both independently and as part of a team.
Outstanding written and verbal communication and presentation skills, both in terms of clarity and conciseness, including writing rigorous and clear mathematical model documentation.
Understands the value of diversity in the workplace and is dedicated to fostering an inclusive culture in all aspects of working life so that people from all backgrounds receive equal treatment, realize their full potential and can bring their full, authentic selves to work.
Fluent English skills are required.
Mr. M. Payer (HLOF 44) would be delighted to receive your application.
Please apply via our career-portal.
Credit Suisse is an equal opportunity employer. Welcoming diversity gives us a competitive advantage in the global marketplace and drives our success.